+18.1%
RRX vs AEIS
+232.6%
-214.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.9% | -1.2% | +1.2% |
| 7D | -0.3% | +2.3% | -2.6% | -1.5% |
| 30D | -6.1% | -14.8% | +8.7% | +1.1% |
| 3M | -23.1% | -15.6% | -7.5% | -17.9% |
| 6M | -19.5% | -8.7% | -10.8% | -18.4% |
| YTD | +16.1% | +37.3% | -21.3% | -5.4% |
| 1Y | +12.9% | +80.3% | -67.4% | -21.5% |
| 3Y | +7.9% | +177.9% | -170.0% | -42.5% |
| All | +18.1% | +232.6% | -214.5% | -44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AEIS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling